While this is an odd solution, on some platforms Linux can provide a higher volume than windows. For example, on some HP Intel platforms, the volume is considerably louder under Linux, but the sound quality is also quite a lot worse. (The laptop case vibrates causing "clacking", which the audio driver under windows seems to use some notch filter to prevent)

Changing OS is obviously overkill for this, but it shows that the hardware has the capability.

Well, I found the best program for this: http://www.fxsound.com/dfx/download.php. There are a lot of advantages to buying, but the free version is also quite, quite good. It's good even if you don't need volume boosting. It makes 3d audio sound incredible.

This prgoram doesn't require a purchase, or a venture to the store, so it's the most immediate solution; however, I think that the USB audio device is also very useful--I use one of these at work.